A subspace shift technique for solving close-to-critical nonsymmetric algebraic Riccati equations


The worst situation in computing the minimal nonnegative solution X∗ of a nonsymmetric algebraic Riccati equation R(X) = 0 associated with an M-matrix occurs when the derivative of R at X∗ is near to a singular matrix. When the derivative of R at X∗ is singular, the problem is ill-conditioned and the convergence of the algorithms based on matrix iterations… (More)


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